V-Lab: McDonald's Corp MEM Volatility Analysis

V-Lab

McDonald's Corp MEM Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:15.15% (-0.48%)

Analysis last updated: Friday, September 12, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0311	7.08
$α$	0.1567	45.03
$β$	0.8313	348.57

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts